NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 80.82 81.51 0.69 0.9% 75.39
High 81.80 81.87 0.07 0.1% 80.94
Low 80.40 80.55 0.15 0.2% 75.37
Close 81.80 81.16 -0.64 -0.8% 80.90
Range 1.40 1.32 -0.08 -5.7% 5.57
ATR 1.71 1.68 -0.03 -1.6% 0.00
Volume 6,693 2,239 -4,454 -66.5% 32,554
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.15 84.48 81.89
R3 83.83 83.16 81.52
R2 82.51 82.51 81.40
R1 81.84 81.84 81.28 81.52
PP 81.19 81.19 81.19 81.03
S1 80.52 80.52 81.04 80.20
S2 79.87 79.87 80.92
S3 78.55 79.20 80.80
S4 77.23 77.88 80.43
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 95.78 93.91 83.96
R3 90.21 88.34 82.43
R2 84.64 84.64 81.92
R1 82.77 82.77 81.41 83.71
PP 79.07 79.07 79.07 79.54
S1 77.20 77.20 80.39 78.14
S2 73.50 73.50 79.88
S3 67.93 71.63 79.37
S4 62.36 66.06 77.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.87 77.23 4.64 5.7% 1.52 1.9% 85% True False 6,042
10 81.87 71.19 10.68 13.2% 1.56 1.9% 93% True False 5,232
20 81.87 68.38 13.49 16.6% 1.66 2.0% 95% True False 5,105
40 81.87 68.38 13.49 16.6% 1.32 1.6% 95% True False 3,807
60 81.87 68.38 13.49 16.6% 1.24 1.5% 95% True False 3,246
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.48
2.618 85.33
1.618 84.01
1.000 83.19
0.618 82.69
HIGH 81.87
0.618 81.37
0.500 81.21
0.382 81.05
LOW 80.55
0.618 79.73
1.000 79.23
1.618 78.41
2.618 77.09
4.250 74.94
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 81.21 80.97
PP 81.19 80.79
S1 81.18 80.60

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These figures are updated between 7pm and 10pm EST after a trading day.

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